+1,890.5%
NXPI vs CF
+897.2%
+993.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +6.2% | -13.9% | -9.6% |
| 7D | -8.1% | +0.4% | -8.5% | -8.6% |
| 30D | 0.0% | +2.2% | -2.2% | -1.2% |
| 3M | +6.2% | +2.1% | +4.1% | +4.3% |
| 6M | -15.7% | -6.5% | -9.2% | -15.8% |
| YTD | +14.1% | +55.6% | -41.5% | -6.3% |
| 1Y | +18.2% | +42.3% | -24.1% | -0.1% |
| 3Y | +42.0% | +55.7% | -13.8% | +12.9% |
| 5Y | +19.5% | +122.4% | -102.9% | -22.7% |
| 10Y | +182.3% | +568.5% | -386.2% | +11.0% |
| All | +1,890.5% | +897.2% | +993.3% | +524.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling